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Stock market's reaction to money supply : a nonparametric analysis
Taamouti, Abderrahim - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 19 (2015) 5, pp. 669-689
Persistent link: https://www.econbiz.de/10011431062
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Nonparametric tests for conditional independence using conditional distributions
Bouezmarni, Taoufik; Taamouti, Abderrahim - 2012
Persistent link: https://www.econbiz.de/10010473719
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Nonparametric Copula-based test for conditional independence with applications to Granger causality
Bouezmarni, Taoufik; Rombouts, Jeroen V. K.; Taamouti, … - In: Journal of business & economic statistics : JBES ; a … 30 (2012) 2, pp. 275-287
Persistent link: https://www.econbiz.de/10009657333
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The reaction of stock market returns to unemployment
Gonzalo, Jesús; Taamouti, Abderrahim - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 21 (2017) 4, pp. 1-20
Persistent link: https://www.econbiz.de/10011755437
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Testing the eigenvalue structure of spot and integrated covariance
Dovonon, Prosper; Taamouti, Abderrahim; Williams, Julian - In: Journal of econometrics 229 (2022) 2, pp. 363-395
Persistent link: https://www.econbiz.de/10013441888
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Testing Granger non-causality in expectiles
Bouezmarni, Taoufik; Doukali, Mohamed; Taamouti, Abderrahim - In: Econometric reviews 43 (2024) 1, pp. 30-51
Persistent link: https://www.econbiz.de/10014486380